Combat Arms

dear steam, ive downloaded combat arms and for some reason that is very confusing to me, the desktop icon is on my screen stating that it is combat arms. when i click on it this message comes up about installation and after checking a few boxs and clicking on next a couple of times the final message is about the game being downloaded from steam and it will appear in my library. now as you would assume this doesn't work. my question is what do i do?